This paper analyses the complexity of female longevity improvements. As socio-economic status influence health and mortality, we partition all individuals, at each age and year, into ten socio-economic groups based on an affluence measure. We identify the particular socio-economic groups that have been driving the standstill for Danish women and within each socio-economic group we further analyse the cause of death pattern. Further, we compare the forecast performance of the Lee-Carter model with the multi-population Li and Lee model. The decline in life expectancy for Danish women is present for all subgroups, however with particular large decreases for the low-middle and middle affluence groups. We find that causes of deaths related to smoking partly contribute to the slowdown in female longevity. However the lack of improvements in deaths relating to ischemic heart diseases is dominant in explaining the slowdown and the following catch up effect in life expectancies.